Euro Bund Future June 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 143.35 143.57 0.22 0.2% 143.04
High 143.55 144.28 0.73 0.5% 144.06
Low 143.03 143.35 0.32 0.2% 142.83
Close 143.48 143.90 0.42 0.3% 143.70
Range 0.52 0.93 0.41 78.8% 1.23
ATR 0.70 0.72 0.02 2.3% 0.00
Volume 698,868 857,107 158,239 22.6% 3,818,271
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 146.63 146.20 144.41
R3 145.70 145.27 144.16
R2 144.77 144.77 144.07
R1 144.34 144.34 143.99 144.56
PP 143.84 143.84 143.84 143.95
S1 143.41 143.41 143.81 143.63
S2 142.91 142.91 143.73
S3 141.98 142.48 143.64
S4 141.05 141.55 143.39
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 147.22 146.69 144.38
R3 145.99 145.46 144.04
R2 144.76 144.76 143.93
R1 144.23 144.23 143.81 144.50
PP 143.53 143.53 143.53 143.66
S1 143.00 143.00 143.59 143.27
S2 142.30 142.30 143.47
S3 141.07 141.77 143.36
S4 139.84 140.54 143.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.28 143.03 1.25 0.9% 0.68 0.5% 70% True False 685,364
10 144.28 142.26 2.02 1.4% 0.70 0.5% 81% True False 743,094
20 144.28 140.04 4.24 2.9% 0.71 0.5% 91% True False 694,177
40 144.28 136.59 7.69 5.3% 0.74 0.5% 95% True False 703,922
60 144.28 135.27 9.01 6.3% 0.76 0.5% 96% True False 662,601
80 144.28 135.22 9.06 6.3% 0.76 0.5% 96% True False 498,425
100 144.28 135.22 9.06 6.3% 0.75 0.5% 96% True False 398,821
120 144.28 133.50 10.78 7.5% 0.73 0.5% 96% True False 332,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 148.23
2.618 146.71
1.618 145.78
1.000 145.21
0.618 144.85
HIGH 144.28
0.618 143.92
0.500 143.82
0.382 143.71
LOW 143.35
0.618 142.78
1.000 142.42
1.618 141.85
2.618 140.92
4.250 139.40
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 143.87 143.82
PP 143.84 143.74
S1 143.82 143.66

These figures are updated between 7pm and 10pm EST after a trading day.

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